+200.6%
W vs MSCI
+1,514.5%
-1,313.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.7% | -5.5% | -5.7% |
| 7D | -5.6% | +6.0% | -11.7% | -10.3% |
| 30D | +7.5% | +18.2% | -10.7% | -7.7% |
| 3M | +5.4% | +15.1% | -9.7% | -7.9% |
| 6M | +79.4% | +13.7% | +65.7% | +55.4% |
| YTD | +12.9% | +15.6% | -2.7% | -5.2% |
| 1Y | +12.4% | +16.3% | -3.9% | -6.0% |
| 3Y | +128.5% | +36.9% | +91.6% | +58.7% |
| 5Y | -54.0% | +6.3% | -60.3% | -57.9% |
| 10Y | +248.8% | +823.0% | -574.2% | -30.4% |
| All | +200.6% | +1,514.5% | -1,313.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling